+95.1%
MAR vs NXT
+168.4%
-73.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -2.1% | -2.6% | +0.5% | -1.9% |
| 30D | -5.7% | -22.4% | +16.8% | -3.9% |
| 3M | -14.6% | -27.3% | +12.7% | -12.8% |
| 6M | +1.3% | -28.5% | +29.8% | +2.7% |
| YTD | +6.7% | -6.6% | +13.3% | +5.2% |
| 1Y | +26.4% | +20.4% | +6.1% | +21.6% |
| 3Y | +64.7% | +90.9% | -26.2% | +48.3% |
| All | +95.1% | +168.4% | -73.3% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling